Job Description
At Uniper, we proactively transform the world of energy while ensuring the security of energy supply. As an internationally operating company, we work in very diverse teams with the greatest possible working time flexibility for our employees. Our corporate culture is characterized by equal opportunities, mutual appreciation, and respect. With us, you will be able to develop new business models, work on technological solutions for a modern, sustainable, and future-oriented energy supply, as well as proactively help shape changes. Interested? We look forward to meeting you!
Our Credit Risk Team in Düsseldorf is looking for you!
- Identify, analyse and manage credit risk arising across the cross-commodities counterparty portfolio of the Uniper Group
- Perform quantitative and qualitative analysis of credit portfolio movements, develop forecasts and identify key drivers
- Develop and maintain strong working relationships with commodity trading desks and provide recommendations to optimize the current portfolio and new initiatives
- Provide insight into credit risk best practice, managing the credit cost framework and other credit risk steering metrics like CVaR and PFE
- Steer the margined portfolio across various exchanges and OTC markets, evaluating limit usage, develop stress scenarios and perform limit request planning for the relevant planning period
- Manage credit desk analytic tools and present the status of the credit risk portfolios to senior management and trading functions across the organisation
- Responsible for credit risk valuation methodologies and exposure modelling for structured energy trading transactions
- Fundamental analysis of financial institutions, corporates and suppliers across the Uniper Group
- Support projects and develop enhancements to model credit risks in Credit Risk Systems
- Academic background (Finance / Business / Quantitative / Mathematics), with strong analytical skills
- Several years of credit experience, ideally in an energy trading firm / bank, as credit risk analyst or portfolio analyst
- Experience in working with risk metrics, VaR, CVaR, PFE, as well quantifying and pricing credit risk
- Cross commodity market knowledge: power, gas, oil, CO2, coal
- Strong technical skills: proficiency in Excel, analytical tools. Experience in VBA or SQL programming is a plus
- Self-starter, well organised, with the ability to think independently and proactively to drive work streams through to completion
- Strong team player with the ability to establish solid inter-departmental relationships
- Fluent in written and spoken English, with the ability to communicate confidently and effectively with Senior Management
At Uniper, we are pro-actively transforming the world of energy whilst at the same time ensuring security of energy supply. As an internationally operating company, we work in very diverse teams with the greatest possible working time flexibility for our employees. Our corporate culture is characterized by equal opportunities, mutual appreciation, and respect. With us, you will be able to develop new business models, work on technological solutions for a modern, sustainable, and future-oriented energy supply as well as pro-actively help to shape changes. Interested? Then we will look forward to meeting you!
View More